GFLseg - The group fused Lasso for signal segmentation

GFLseg is a free MATLAB implementation of the group fused Lasso method to detect multiple change-points in a multidimensional signal

Introduction

The group fused Lasso for signal segmentation is a fast and scalable method to automatically segment a multidimensional signal into regions where the signal is approximatively constant. It is particularly useful to find common breakpoints in a series of DNA copy number profiles, for example.

Download GFLseg 1.0

Getting started

To use GFLseg you need MATLAB. Donwload the latest version of GFLseg (link above), untar it and read the README file for information on how to install it.

If you have a p-dimensional signal of length n in a n*p matrix Y, the simplest way to use GFLseg is to type at the MATLAB prompt:
>> segmentation = simpleGFL(Y)

To explore more possibilities, read the README file and run the various demonstration scripts in the 'demo/' folder.

Reference

If you use this package, please cite:
K. Bleakley and J.-P. Vert. The group fused Lasso for multiple change-point detection. Technical report HAL-00602121, 2011.

Contact

For any question contact Kevin Bleakley or Jean-Philippe.Vert@mines.org